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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~language:"eng"
~person:"Goldammer, Verena"
~person:"Houdré, Christian"
~person:"Jamshidian, Farshid"
~source:"econis"
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Goldammer, Verena
Houdré, Christian
Jamshidian, Farshid
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Advances in futures and options research : a research annual
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Finance and stochastics
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Review of futures markets
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The journal of finance : the journal of the American Finance Association
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High-order short-time expansions for ATM option prices of exponential Lévy models
Figueroa-López, José E.
;
Gong, Ruoting
;
Houdré, Christian
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 516-557
Persistent link: https://www.econbiz.de/10011583594
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2
Generalization of the Dybvig-Ingersoll-Ross theorem and asymptotic minimality
Goldammer, Verena
;
Schmock, Uwe
- In:
Mathematical finance : an international journal of …
22
(
2012
)
1
,
pp. 185-213
Persistent link: https://www.econbiz.de/10009554684
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Trivariate support of flat-volatility forward libor rates
Jamshidian, Farshid
- In:
Mathematical finance : an international journal of …
20
(
2010
)
2
,
pp. 229-258
Persistent link: https://www.econbiz.de/10003955734
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